Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Wells Fargo
WFC
|
+$337M |
| 2 |
DXC Technology
DXC
|
+$230M |
| 3 |
JHG
Janus Henderson
JHG
|
+$189M |
| 4 |
American Tower
AMT
|
+$183M |
| 5 |
AT&T
T
|
+$139M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
YHOO
Yahoo Inc
YHOO
|
+$190M |
| 2 |
SWC
Stillwater Mining Co
SWC
|
+$153M |
| 3 |
PVTB
PrivateBancorp Inc
PVTB
|
+$133M |
| 4 |
JNS
Janus Capital Group Inc
JNS
|
+$122M |
| 5 |
WNR
Western Refining Inc
WNR
|
+$112M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.16% |
| 2 | Industrials | 13.53% |
| 3 | Technology | 12.72% |
| 4 | Consumer Discretionary | 9.98% |
| 5 | Healthcare | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2476
Consolidated Water Co
CWCO
$484M
| $7M | ﹤0.01% |
564,148
| – | – |
|
|
HOS
2477
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $6.99M | ﹤0.01% |
2,469,847
| – | – |
|
2478
Nomura Holdings
NMR
$28.1B
| $6.96M | ﹤0.01% |
1,151,420
+6,200
| +0.5% | +$37.9K |
|
2479
Ameresco
AMRC
$1.04B
| $6.95M | ﹤0.01% |
901,970
+51,041
| +6% | +$343K |
|
2480
STMicroelectronics
STM
$44.7B
| $6.93M | ﹤0.01% |
482,255
| – | – |
|
2481
Radiant Logistics
RLGT
$411M
| $6.93M | ﹤0.01% |
1,288,236
+389,620
| +43% | +$2.25M |
|
|
FGH
2482
DELISTED
FG Group Holdings Inc.
FGH
| $6.92M | ﹤0.01% |
1,032,593
+15,320
| +2% | +$97.8K |
|
|
TIER
2483
DELISTED
TIER REIT, Inc.
TIER
| $6.91M | ﹤0.01% |
374,157
+81,023
| +28% | +$1.39M |
|
|
EDGW
2484
DELISTED
Edgewater Technology Inc
EDGW
| $6.88M | ﹤0.01% |
1,006,771
+7,786
| +0.8% | +$55.7K |
|
|
AY
2485
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $6.87M | ﹤0.01% |
321,543
+170,273
| +113% | +$3.5M |
|
2486
TIM SA
TIMB
$9.45B
| $6.86M | ﹤0.01% |
464,025
-2,993
| -0.6% | -$46.2K |
|
|
PAMT
2487
PAMT Corp
PAMT
$360M
| $6.84M | ﹤0.01% |
1,443,088
+60,056
| +4% | +$260K |
|
|
CLCT
2488
DELISTED
Collectors Universe
CLCT
| $6.84M | ﹤0.01% |
275,109
+23,268
| +9% | +$601K |
|
|
MOFG
2489
DELISTED
MidWestOne Financial Group
MOFG
| $6.75M | ﹤0.01% |
199,285
+23,846
| +14% | +$829K |
|
2490
AstroNova
ALOT
$224M
| $6.74M | ﹤0.01% |
514,730
+5,599
| +1% | +$79.8K |
|
|
ZGNX
2491
DELISTED
Zogenix, Inc.
ZGNX
| $6.74M | ﹤0.01% |
464,761
+54,120
| +13% | +$680K |
|
2492
Frequency Electronics
FEIM
$656M
| $6.61M | ﹤0.01% |
692,926
-4,136
| -0.6% | -$41.6K |
|
|
NCIT
2493
DELISTED
NCI, Inc.
NCIT
| $6.6M | ﹤0.01% |
312,805
+9,066
| +3% | +$156K |
|
2494
Nokia
NOK
$49.9B
| $6.58M | ﹤0.01% |
1,068,746
-28,156
| -3% | -$169K |
|
|
CYOU
2495
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $6.58M | ﹤0.01% |
169,780
+44,190
| +35% | +$1.52M |
|
|
CHFN
2496
DELISTED
Charter Financial Corp
CHFN
| $6.58M | ﹤0.01% |
365,449
+52,104
| +17% | +$975K |
|
2497
AmeriServ Financial
ASRV
$75.8M
| $6.56M | ﹤0.01% |
1,579,721
-8,146
| -0.5% | -$32.8K |
|
|
LUB
2498
DELISTED
Luby's Inc.
LUB
| $6.55M | ﹤0.01% |
2,331,155
-4,498
| -0.2% | -$13.2K |
|
2499
Crawford & Co Class A
CRD.A
$551M
| $6.45M | ﹤0.01% |
829,605
+37,732
| +5% | +$304K |
|
2500
TechTarget
TTGT
$323M
| $6.44M | ﹤0.01% |
620,771
+44,102
| +8% | +$415K |
|
Similar funds
Dimensional Fund Advisors's Q2 2017 Portfolio in Review
As of Q2 2017, Dimensional Fund Advisors held 3,388 positions worth $217B, up 3.5% from $209B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.
Trading was light in Q2 2017: portfolio turnover was 4.8%. Dimensional Fund Advisors opened 86 new positions and exited 78, leaving the 3,388-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 20% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q2 2017 buy was DXC Technology: 3,463,430 shares worth $230M.
- Dimensional Fund Advisors added most to Wells Fargo in Q2 2017, an estimated $337M increase.
- Dimensional Fund Advisors's biggest Q2 2017 reduction was Hewlett Packard, cutting an estimated $97.6M.
- Dimensional Fund Advisors fully exited Yahoo Inc in Q2 2017, selling an estimated $190M.
- Dimensional Fund Advisors's ten largest holdings make up 8.9% of its $217B portfolio in Q2 2017.
- Dimensional Fund Advisors opened 86 new positions and closed 78 in Q2 2017.
- Dimensional Fund Advisors's portfolio value rose 3.5% quarter-over-quarter to $217B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2017, filed 11 Aug 2017.